Modern Mathematics for Finance and Economics: From Stochastic Differential Equations to the Credit Crisis

被引：0
|
作者：
Korn, Ralf [1 ]
机构：
[1] Univ Kaiserslautern & Fraunhofer ITWM, Kaiserslautern, Germany
来源：
ERCIM NEWS | 2009年 / 78期
关键词：
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
引用
收藏
页码：10 / 11
页数：2
相关论文
共 50 条
  • [21] Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance
    An, Dong
    Linden, Noah
    Liu, Jin-Peng
    Montanaro, Ashley
    Shao, Changpeng
    Wang, Jiasu
    QUANTUM, 2021, 5
  • [22] A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
    Baccouch, Mahboub
    Temimi, Helmi
    Ben-Romdhane, Mohamed
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2021, 388
  • [23] Derivation of kinetic equations from non-Wiener stochastic differential equations
    Basharov, A. M.
    XVI INTERNATIONAL YOUTH SCIENTIFIC SCHOOL ACTUAL PROBLEMS OF MAGNETIC RESONANCE AND ITS APPLICATIONS, 2013, 478
  • [24] Arrow Sufficient Conditions for Optimality of Fully Coupled Forward–Backward Stochastic Differential Equations with Applications to Finance
    Guangchen Wang
    Hua Xiao
    Journal of Optimization Theory and Applications, 2015, 165 : 639 - 656
  • [25] MICRO-MACRO PARAREAL, FROM ORDINARY DIFFERENTIAL EQUATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS AND BACK AGAIN
    Bossuyt, Ignace
    Vandewalle, Stefan
    Samaey, Giovanni
    ANZIAM JOURNAL, 2025, 67
  • [26] 1/f noise from nonlinear stochastic differential equations
    Ruseckas, J.
    Kaulakys, B.
    PHYSICAL REVIEW E, 2010, 81 (03):
  • [27] Hybrid estimators for stochastic differential equations from reduced data
    Kaino Y.
    Uchida M.
    Statistical Inference for Stochastic Processes, 2018, 21 (2) : 435 - 454
  • [28] Integration of stochastic ordinary differential equations from a symmetry standpoint
    Soh, CW
    Mahomed, FM
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2001, 34 (01): : 177 - 192
  • [29] Optimal stopping times for solutions of nonlinear stochastic differential equations and their application to one problem of financial mathematics
    Mishura Yu.S.
    Ol'tsik Ya.O.
    Ukrainian Mathematical Journal, 1999, 51 (6) : 899 - 906
  • [30] Incorporating prior knowledge induced from stochastic differential equations in the classification of stochastic observations
    Zollanvari, Amin
    Dougherty, Edward R.
    EURASIP JOURNAL ON BIOINFORMATICS AND SYSTEMS BIOLOGY, 2016, (01):
12345